Initial research

After initial research I have discovered that the use of genetic programming and artificial neural networks is extremely common. I did not realize how rudimentary my knowledge of both of these subjects were until I tried actually reading some of these research papers.  Currently I feel that my goal of developing a direction for research in the field of automated trader development is a feasible one, there is a wealth of information about how it is currently done and about what is currently not working. I am having a difficult time with some of the mathematics though, some of the papers talk about modeling the market as something call a dynamical system. I don’t have the vaguest clue as to what that actually means, all of the math in these papers is recursive and references a dozen other more complicated theorems that I understand even less. I think I will have to avoid methods that are stochastic, they are well over my head and besides that they don’t really focus on the part of computer science that I am interested in working on (AI). I think that I may need to narrow my research down from how to create a completely new method to how improve a particular method. I found a paper that may be a good candidate for this on something called social learning. Currently I am not able to develop a thesis though; my ideas are still far too rough and completely unsupported.

The annotated bibliography has been working great, having a “cheat sheet” of all of the research that I have done along with annotations about the quality of the articles is extremely handy. This is definitely a strategy that I plan on using in the future.